+213.7%
ICE vs GAP
+31.2%
+182.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | +4.0% | +6.2% | -2.2% | +3.3% |
| 3M | +13.7% | -0.7% | +14.4% | +13.6% |
| 6M | +0.9% | -7.1% | +8.1% | +1.1% |
| YTD | -2.1% | -14.1% | +11.9% | -1.6% |
| 1Y | -9.5% | -8.5% | -1.0% | -9.7% |
| 3Y | +42.1% | +115.4% | -73.3% | +24.2% |
| 5Y | +41.4% | +9.8% | +31.6% | +28.6% |
| All | +213.7% | +31.2% | +182.4% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling